Last Update: 6 Apr 2020 0:15 GMT+0
The Egypt 10Y Government Bond has a 15.371% yield.
10 Years vs 2 Years bond spread is 75.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 9.25% (last modification in March 2020).
The Egypt credit rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 550.46 and implied probability of default is 9.17%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 92.1 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 52.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 75.5 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 9.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 550.46 | -8.61 % | +61.90 % | +69.90 % | 9.17 % |
Egypt Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 13.959% | -99.4 bp | -197.3 bp | ||||||
| 6 months | 14.197% | -2.9 bp | -177.3 bp | ||||||
| 9 months | 13.745% | -52.9 bp | -192.1 bp | ||||||
| 1 year | 13.695% | -79.2 bp | -192.3 bp | 87.95 | +0.69 % | +1.69 % | |||
| 2 years | 14.616% | -10.5 bp | -61.3 bp | 76.12 | +0.18 % | +1.08 % | |||
| 3 years | 14.929% | +26.1 bp | +7.5 bp | 65.87 | -0.68 % | -0.20 % | |||
| 5 years | 15.137% | +53.7 bp | +62.1 bp | 49.42 | -2.31 % | -2.68 % | |||
| 7 years | 15.243% | +72.0 bp | +87.4 bp | 37.04 | -4.29 % | -5.20 % | |||
| 10 years | 15.371% | +92.5 bp | +113.1 bp | 23.93 | -7.75 % | -9.39 % | |||
10Y Bond Yield Spread - Egypt vs Main Countries
The Egypt 10Y Government Bond has a 15.371% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 1580.6 bp | +64.6 | +98.1 | ||
| Japan 10Y | 1537.5 bp | +79.8 | +93.5 | ||
| France 10Y | 1529.6 bp | +51.1 | +77.5 | ||
| United Kingdom 10Y | 1505.5 bp | +83.6 | +126.5 | ||
| United States 10Y | 1475.1 bp | +107.8 | +204.0 | ||
| Canada 10Y | 1465.9 bp | +93.6 | +165.3 | ||
| Spain 10Y | 1463.1 bp | +41.1 | +53.5 | ||
| Australia 10Y | 1461.4 bp | +84.8 | +127.6 | ||
| Italy 10Y | 1382.5 bp | +45.0 | +42.3 | ||
| China 10Y | 1276.1 bp | +100.5 | +167.6 | ||
| India 10Y | 906.5 bp | +80.4 | +150.5 | ||
| Russia 10Y | 855.6 bp | +54.5 | +125.6 | ||
| Brazil 10Y | 720.5 bp | -51.5 | -6.5 |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 15.371% | 23.93 | 28.88 | 38.78 | 48.68 | 58.58 | 68.47 | |
| 7 years | 15.243% | 37.04 | 41.17 | 49.43 | 57.69 | 65.95 | 74.21 | |
| 5 years | 15.137% | 49.42 | 52.76 | 59.45 | 66.13 | 72.81 | 79.49 | |
| 3 years | 14.929% | 65.87 | 68.16 | 72.73 | 77.30 | 81.87 | 86.45 | |
| 2 years | 14.616% | 76.12 | 77.76 | 81.02 | 84.29 | 87.56 | 90.83 | |
| 1 year | 13.695% | 87.95 | 88.83 | 90.59 | 92.35 | 94.11 | 95.87 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||